After you've started a debug session, the icon that marks the
Debug tool window toggles to to indicate that the debug
process is active.

Important note

Debugging in RubyMine is possible in two ways:

using the built-in debugger, which you will be prompted to install the first time you begin
debugging your application, depending on the Ruby version (e.g.: ruby-debug-ide,
debase, ruby-debug-base19). Compatible gems of the built-in debugger will be installed
into Ruby SDK.

using external debugger gems, like debugger(for Ruby 1.9) or
byebug(for Ruby 2.x). Both of them require gem debugger-xml installed into SDK.
This gem provides graphical interface for external debuggers.